USIFX vs. SWRLX
USIFX (USAA International Fund) and SWRLX (Touchstone International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, USIFX returned 10.54%/yr vs 11.66%/yr for SWRLX. Their correlation of 0.90 suggests significant overlap in exposure. USIFX charges 1.02%/yr vs 1.37%/yr for SWRLX.
Performance
USIFX vs. SWRLX - Performance Comparison
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Returns By Period
In the year-to-date period, USIFX achieves a 12.99% return, which is significantly lower than SWRLX's 24.58% return. Over the past 10 years, USIFX has underperformed SWRLX with an annualized return of 10.54%, while SWRLX has yielded a comparatively higher 11.66% annualized return.
USIFX
- 1D
- 0.12%
- 1M
- 2.18%
- YTD
- 12.99%
- 6M
- 12.51%
- 1Y
- 27.98%
- 3Y*
- 19.84%
- 5Y*
- 9.85%
- 10Y*
- 10.54%
SWRLX
- 1D
- 0.93%
- 1M
- 5.08%
- YTD
- 24.58%
- 6M
- 24.85%
- 1Y
- 53.69%
- 3Y*
- 25.82%
- 5Y*
- 13.24%
- 10Y*
- 11.66%
USIFX vs. SWRLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USIFX USAA International Fund | 12.99% | 33.11% | 4.75% | 17.47% | -15.92% | 14.83% | 3.26% | 22.76% | -14.15% | 28.14% |
SWRLX Touchstone International Equity Fund | 24.58% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
Correlation
The correlation between USIFX and SWRLX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1994 | 0.90 |
The correlation between USIFX and SWRLX has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.
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Return for Risk
USIFX vs. SWRLX — Risk / Return Rank
USIFX
SWRLX
USIFX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USAA International Fund (USIFX) and Touchstone International Equity Fund (SWRLX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USIFX | SWRLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.67 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 4.74 | -2.29 |
| Martin ratioReturn relative to average drawdown | 9.45 | 17.57 | -8.12 |
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Drawdowns
USIFX vs. SWRLX - Drawdown Comparison
The maximum USIFX drawdown since its inception was -53.23%, smaller than the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for USIFX and SWRLX.
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Drawdown Indicators
| USIFX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -59.44% | +6.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -11.49% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -13.61% | -14.08% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -32.00% | -34.19% | +2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -36.76% | -35.95% | -0.81% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.26% | -11.61% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.09% | -0.05% |
Volatility
USIFX vs. SWRLX - Volatility Comparison
The current volatility for USAA International Fund (USIFX) is 5.19%, while Touchstone International Equity Fund (SWRLX) has a volatility of 5.93%. This indicates that USIFX experiences smaller price fluctuations and is considered to be less risky than SWRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USIFX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 5.93% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 12.82% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.53% | 15.00% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 17.52% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 16.87% | +0.06% |
USIFX vs. SWRLX - Expense Ratio Comparison
USIFX has a 1.02% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Dividends
USIFX vs. SWRLX - Dividend Comparison
USIFX's dividend yield for the trailing twelve months is around 10.76%, more than SWRLX's 6.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWRLX Touchstone International Equity Fund | 6.13% | 7.63% | 10.53% | 1.36% | 1.56% | 14.95% | 0.46% | 9.10% | 15.19% | 3.61% | 0.66% | 3.76% |
USIFX USAA International Fund | 10.76% | 12.16% | 5.44% | 1.87% | 2.94% | 8.74% | 1.91% | 25.11% | 8.50% | 3.07% | 1.55% | 5.64% |
Frequently Asked Questions
With a correlation of 0.91, USIFX and SWRLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SWRLX has higher volatility (5.93%) compared to USIFX (5.19%). In terms of maximum drawdown, USIFX dropped -53.23% vs SWRLX's -59.44%.
SWRLX currently has the higher Sharpe Ratio (3.64 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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